-99.1%
NVD vs MTB
+113.5%
-212.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.0% | +4.7% |
| 7D | +9.0% | -0.4% | +9.5% | +8.8% |
| 30D | -5.5% | -4.6% | -0.9% | -7.8% |
| 3M | -24.6% | +7.4% | -32.0% | -21.6% |
| 6M | -42.1% | +18.7% | -60.7% | -35.8% |
| YTD | -44.3% | +21.1% | -65.4% | -37.2% |
| 1Y | -54.2% | +24.1% | -78.3% | -47.6% |
| All | -99.1% | +113.5% | -212.6% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling